Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OKS (Oneok Partners LP) | NA | 34.90% | 2.95% | 5.21% | 11.04% | 14.86% | 14.38% | … | … |
Data as of 06/30/2017, Common starting date is 09/24/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OKS (Oneok Partners LP) | 09/24/1993 | 06/30/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.67 | 34.90 | 2.95 | 5.21 | 11.04 | 14.86 | 14.38 | … | … | 20.86 | 56.31 | -17.04 | -20.37 | 2.77 | -2.18 | 53.17 | 36.22 | 49.01 | -19.88 | 2.65 | 61.79 | -6.85 | 32.53 | 12.19 | 5.64 | 34.26 | 50.07 | -23.53 | 2.54 | 35.05 | 26.63 | 23.38 | -19.31 | 9.27 |
| Sharpe Ratio | NA | 0.53 | -0.51 | -0.48 | -0.30 | NA | NA | … | … | 0.74 | 0.50 | -0.86 | -1.53 | -0.74 | -1.27 | 1.49 | 1.00 | 1.04 | -0.96 | -1.07 | 2.13 | -1.64 | 0.79 | -0.46 | -0.62 | 0.50 | 1.23 | -1.25 | -0.05 | 2.07 | 1.70 | 1.20 | -1.50 | 2.71 |
| Standard Deviation(%) | NA | 30.08 | 40.13 | 33.28 | 30.50 | NA | NA | … | … | 36.75 | 44.23 | 41.19 | 25.46 | 21.38 | 16.41 | 23.23 | 17.67 | 29.20 | 40.74 | 18.23 | 18.62 | 17.04 | 16.41 | 15.46 | 22.84 | 26.69 | 21.90 | 21.44 | 15.65 | 15.13 | 13.49 | 16.30 | 14.84 | 13.59 |
| Draw Down(%) | NA | 15.44 | 57.61 | 57.61 | 57.61 | NA | NA | … | … | 15.44 | 24.72 | 47.16 | 34.67 | 21.22 | 15.48 | 14.45 | 13.12 | 33.77 | 37.47 | 18.45 | 5.60 | 20.78 | 12.46 | 13.29 | 22.57 | 13.06 | 15.79 | 31.81 | 7.75 | 6.06 | 7.63 | 8.33 | 22.75 | 4.00 |
| Yield(%) | 0.00 | 5.92 | 4.92 | 5.22 | 4.92 | 9.51 | 11.11 | … | … | 1.79 | 10.43 | 7.84 | 5.87 | 5.15 | 4.50 | 4.35 | 6.99 | 8.97 | 6.78 | 6.32 | 8.41 | 6.77 | 8.21 | 8.43 | 8.22 | 9.51 | 11.34 | 7.48 | 6.75 | 8.34 | 9.31 | 10.23 | 7.86 | 0.00 |
Data as of 06/30/2017, Common starting date is 09/24/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OKS (Oneok Partners LP) |
-17.19%
Jan 2013 – Jan 2016 |
-1.66%
Jan 2011 – Jan 2016 |
8.80%
Sep 2005 – Sep 2015 |
10.31%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OKS (Oneok Partners LP) |
49.40%
Feb 2009 – Feb 2012 |
28.74%
Mar 2009 – Mar 2014 |
20.99%
Oct 2002 – Oct 2012 |
18.60%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison Chart